NYMEX Natural Gas Future July 2011
| Trading Metrics calculated at close of trading on 25-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2011 |
25-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
4.930 |
4.743 |
-0.187 |
-3.8% |
4.670 |
| High |
4.930 |
4.754 |
-0.176 |
-3.6% |
4.853 |
| Low |
4.700 |
4.565 |
-0.135 |
-2.9% |
4.564 |
| Close |
4.720 |
4.633 |
-0.087 |
-1.8% |
4.837 |
| Range |
0.230 |
0.189 |
-0.041 |
-17.8% |
0.289 |
| ATR |
0.131 |
0.136 |
0.004 |
3.1% |
0.000 |
| Volume |
13,539 |
8,313 |
-5,226 |
-38.6% |
29,748 |
|
| Daily Pivots for day following 25-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.218 |
5.114 |
4.737 |
|
| R3 |
5.029 |
4.925 |
4.685 |
|
| R2 |
4.840 |
4.840 |
4.668 |
|
| R1 |
4.736 |
4.736 |
4.650 |
4.694 |
| PP |
4.651 |
4.651 |
4.651 |
4.629 |
| S1 |
4.547 |
4.547 |
4.616 |
4.505 |
| S2 |
4.462 |
4.462 |
4.598 |
|
| S3 |
4.273 |
4.358 |
4.581 |
|
| S4 |
4.084 |
4.169 |
4.529 |
|
|
| Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.618 |
5.517 |
4.996 |
|
| R3 |
5.329 |
5.228 |
4.916 |
|
| R2 |
5.040 |
5.040 |
4.890 |
|
| R1 |
4.939 |
4.939 |
4.863 |
4.990 |
| PP |
4.751 |
4.751 |
4.751 |
4.777 |
| S1 |
4.650 |
4.650 |
4.811 |
4.701 |
| S2 |
4.462 |
4.462 |
4.784 |
|
| S3 |
4.173 |
4.361 |
4.758 |
|
| S4 |
3.884 |
4.072 |
4.678 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.930 |
4.565 |
0.365 |
7.9% |
0.148 |
3.2% |
19% |
False |
True |
9,298 |
| 10 |
4.930 |
4.486 |
0.444 |
9.6% |
0.130 |
2.8% |
33% |
False |
False |
9,615 |
| 20 |
4.930 |
4.290 |
0.640 |
13.8% |
0.125 |
2.7% |
54% |
False |
False |
7,298 |
| 40 |
4.930 |
4.147 |
0.783 |
16.9% |
0.124 |
2.7% |
62% |
False |
False |
5,031 |
| 60 |
4.930 |
4.043 |
0.887 |
19.1% |
0.122 |
2.6% |
67% |
False |
False |
3,904 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.557 |
|
2.618 |
5.249 |
|
1.618 |
5.060 |
|
1.000 |
4.943 |
|
0.618 |
4.871 |
|
HIGH |
4.754 |
|
0.618 |
4.682 |
|
0.500 |
4.660 |
|
0.382 |
4.637 |
|
LOW |
4.565 |
|
0.618 |
4.448 |
|
1.000 |
4.376 |
|
1.618 |
4.259 |
|
2.618 |
4.070 |
|
4.250 |
3.762 |
|
|
| Fisher Pivots for day following 25-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.660 |
4.748 |
| PP |
4.651 |
4.709 |
| S1 |
4.642 |
4.671 |
|